Exception filters are preferable to catching and rethrowing because they leave the stack unharmed. If the exception later causes the stack to be dumped, you can see where it originally came from, rather than just the last place it was rethrown.

The same PDF also describes a method to take advantage of the conditional expressions used in exception filters in order to perform some action that uses but does not actually handle the exception. The description and code below are taken from that PDF.

It is also a common and accepted form of “abuse” to use exception filters for side effects; e.g. logging. They can inspect an exception “flying by” without intercepting its course. In those cases, the filter will often be a call to a false-returning helper function which executes the side effects: